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Roll

Roll function

roll (expr1, expr2)

parameters

  1. expr1:

    Symbol or stream of data to be rolled with an adjusted expiration date.

  2. expr2:

    Root of the commodity which will be used to determine expiration date.  Insert a number to roll the expiration date that many days early. 

    examples

    roll("/GCL<0>", "1tBRN")
    
    roll("/GCL<0>", 1)
    
    "1tBRN<0>" - roll("/GCL<0>", "1tBRN")
    
    2*uc(roll("/GRB<0>","/CL"),bbl)+uc(roll("/GHO<0>","/CL"),bbl)-3*"/GCL<0>"